-100.0%
EDZ vs VT
+590.6%
-690.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -4.1% | +21.4% | +4.0% |
| 7D | +23.5% | -4.2% | +27.7% | +9.5% |
| 30D | +58.0% | -5.8% | +63.8% | +33.7% |
| 3M | +38.9% | -5.2% | +44.1% | +22.0% |
| 6M | +17.0% | +0.1% | +16.9% | +35.5% |
| YTD | -37.5% | +8.2% | -45.7% | +2.1% |
| 1Y | -38.1% | +10.1% | -48.2% | +7.9% |
| 3Y | -81.5% | +69.7% | -151.2% | +65.1% |
| 5Y | -72.0% | +53.4% | -125.4% | +148.2% |
| 10Y | -98.0% | +219.2% | -317.2% | +512.7% |
| All | -100.0% | +590.6% | -690.5% | +574.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling